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Allianz NFJ All-Cap Value C (PNFCX)
On
Dec 11
:
8.55
0.06
(0.71%)
MORE ON PNFCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
19.46%
Worst 1 Yr Total Return
(2008)
:
-42.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PNFCX
Category
Alpha (against Standard Index)
-4.75
-1.37
Beta (against Standard Index)
1.22
1.02
Mean Annual Return
-12.65
-0.45
R-squared (against Standard Index)
90
94.58
Standard Deviation
25.51
20.79
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-12.22
N/A
5 Years
Statistic
PNFCX
Category
Alpha (against Standard Index)
-3.30
-0.29
Beta (against Standard Index)
1.21
1.01
Mean Annual Return
-3.61
0.14
R-squared (against Standard Index)
90
93.49
Standard Deviation
20.47
16.81
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.45
N/A
10 Years
Statistic
PNFCX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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